Updated at 2025-06-01 18:16:41.177781
Conversion successful! Created: C:/Users/Chris/Python/format_csv.py Before update data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250601_171916 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv Before update data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250601_171916 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv ✅ Complete Bitcoin analysis completed successfully!
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-01.5 Success! PDF saved to: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-01.5\btc_report_2025-06-01.pdf
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.19% | 9.92% | 69.23% | -9.06% | 40.61% | 403 | False | 15.4% | 13.69% | 75% | 124 | 14.7% | 15.83% | 100% | 93 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.29% | 2.12% | 53.85% | -37.3% | 27.85% | 390 | True | 10.71% | 11.08% | 50% | 120 | -9.55% | -6.02% | 33.33% | 90 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | True | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.13% | 5.83% | 69.23% | -47.06% | 104.26% | 13 | False | 23% | 19.82% | 100% | 4 | 2.47% | -35.99% | 33.33% | 3 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | False | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 1 | 5 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 6 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 7 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 8 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 3 | 9 | April-June | 28.02% | 7.61% | 61.54% | -56.23% | 162.95% | 13 | False | 31.56% | 38.62% | 75% | 4 | 27.83% | -6.25% | 33.33% | 3 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | False | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | True | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | False | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 0 | 6 | January-June | 81.65% | 44.32% | 69.23% | -56.9% | 576.21% | 13 | False | 43.8% | 46.32% | 100% | 4 | 250.72% | 155.14% | 100% | 3 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 10 | 7 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 8 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | True | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5003 days R-squared: 0.886315 Scale Type: Log Scale Daily Growth Rate: 0.1833% Annual Growth Rate: 95.12% Historical Performance: Start Price: $10.90 End Price: $104638.09 Total Change: $104627.19 (959882.51%) 1000-Day Projection: Projected Price: $1510417.08 Projected Change: $1405778.98 (1343.47%) Valuation Oscillator Summary: Current Deviation: -56.75% Max Overvaluation: 1061.77% Max Undervaluation: -92.21% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.934221 Daily Growth Rate: 0.1938% Annual Growth Rate: 102.73% Price Change: $84844.09 (428.64%) Start Price: $19794.00 End Price: $104638.09 2. Window Size: 60 days R-squared: 0.911011 Daily Growth Rate: 0.5896% Annual Growth Rate: 754.80% Price Change: $22136.09 (26.83%) Start Price: $82502.00 End Price: $104638.09 3. Window Size: 750 days R-squared: 0.885112 Daily Growth Rate: 0.1982% Annual Growth Rate: 105.99% Price Change: $77849.09 (290.60%) Start Price: $26789.00 End Price: $104638.09 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.934221
Annual Growth: 102.73%
Price Range: $19794 → $104638 (428.6%)
PRICE PROJECTIONS:
+30 days: $121,372 ($90,666 - $162,476)
+60 days: $128,630 ($96,083 - $172,203)
+90 days: $136,323 ($101,823 - $182,513)
#2. 60 days | R² = 0.911011
Annual Growth: 754.80%
Price Range: $82502 → $104638 (26.8%)
PRICE PROJECTIONS:
+30 days: $134,542 ($125,426 - $144,321)
+60 days: $160,491 ($148,596 - $173,338)
+90 days: $191,444 ($175,722 - $208,573)
#3. 750 days | R² = 0.885112
Annual Growth: 105.99%
Price Range: $26789 → $104638 (290.6%)
PRICE PROJECTIONS:
+30 days: $122,987 ($90,741 - $166,694)
+60 days: $130,513 ($96,283 - $176,913)
+90 days: $138,500 ($102,163 - $187,761)
Fitting distributions to historical Bitcoin returns...
✅ Distribution fitting completed!
=== DISTRIBUTION ANALYSIS ===
Historical returns: 5003 observations
Mean return: 0.3260%
Std deviation: 4.2867%
Skewness: 0.5058
Kurtosis: 18.9076 (excess kurtosis)
Jarque-Bera test p-value: 0.000000
❌ Jarque-Bera test: Returns are NOT normally distributed
FITTED DISTRIBUTION PARAMETERS:
Student-t: df=2.08, loc=0.1922%, scale=1.9526%
→ Very fat tails (df < 5)
Skewed Normal: skew=1.023, loc=-2.2490%, scale=4.5293%
→ Strong positive skew (right tail heavier)
Running Enhanced Monte Carlo Simulation...
Simulation period: 90 days
Number of paths: 10,000
→ Running Standard GBM (Normal)...
→ Running Fat Tails (Student-t)...
→ Running Skewed Normal...
→ Running Historical Bootstrap...
→ Running Mixed (Bootstrap + Extremes)...
✅ Enhanced simulation completed!
====================================================================================================
ENHANCED MONTE CARLO RISK COMPARISON
====================================================================================================
Method Median Return Mean Return VaR (1%) VaR (5%) Risk/Reward P(Loss) P(+50% gain) P(-50% loss)
Standard GBM (Normal) +23.0% +33.8% -53.5% -37.3% 3.8:1 30.4% 31.8% 1.5%
Fat Tails (Student-t) +9.2% +18.5% -108.1% -58.6% 2.2:1 42.2% 23.3% 7.3%
Skewed Normal +27.1% +34.9% -44.8% -29.6% 4.3:1 25.5% 32.0% 0.5%
Historical Bootstrap +23.9% +33.6% -55.1% -37.9% 3.7:1 29.3% 31.6% 1.8%
Mixed (Bootstrap + Extremes) +20.7% +31.1% -81.9% -50.0% 2.9:1 33.3% 30.7% 5.0%
🔍 KEY INSIGHTS:
• Fat Tails Impact: Student-t VaR is 57% worse than Normal GBM
• Empirical Reality: Bootstrap VaR is 2% different from Normal GBM
• Tail Risk Difference: 21.3 percentage points between models
• Most Conservative Model: Fat Tails (Student-t)
• Most Optimistic Model: Skewed Normal
====================================================================================================
SUMMARY TABLE - ALL MONTE CARLO METHODS
====================================================================================================
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +23.0% 3.8:1 $48,661 $65,599 $97,884 $128,685 $170,177 $254,136 $337,127
Fat Tails (Student-t) +9.2% 2.2:1 $-8,500 $43,304 $83,761 $114,294 $153,285 $237,396 $336,947
Skewed Normal +27.1% 4.3:1 $57,808 $73,678 $104,014 $132,953 $168,600 $237,076 $299,348
Historical Bootstrap +23.9% 3.7:1 $47,000 $64,957 $99,034 $129,690 $169,214 $250,714 $323,965
Mixed (Bootstrap + Extremes) +20.7% 2.9:1 $18,960 $52,326 $93,411 $126,311 $168,628 $258,713 $359,886
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.8% 3.4:1 $32,786 $59,973 $95,621 $126,386 $165,981 $247,607 $331,455
MEDIAN ACROSS METHODS +23.0% 3.7:1 $47,000 $64,957 $97,884 $128,685 $168,628 $250,714 $336,947
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.8%
• Target Price: $126,386
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $59,973 to $247,607
• Extreme Downside (5% chance): Below $59,973 (-42.7%)
• Extreme Upside (5% chance): Above $247,607 (+136.6%)
• 📈 Probability of Profit: 67.9% chance of making money
• 📉 Probability of Loss: 32.1% chance of losing money
====================================================================================================
DETAILED METHOD SUMMARIES
====================================================================================================
==================== STANDARD GBM (NORMAL DISTRIBUTION) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Standard GBM (Normal)
================================================================================
Median outcome: +23.0% change
Risk/Reward ratio: 3.8:1
→ 99% chance Bitcoin will be ABOVE $48,661
→ 95% chance Bitcoin will be ABOVE $65,599
→ 75% chance Bitcoin will be ABOVE $97,884
→ Median value in 90 days $128,685
→ 75% chance Bitcoin will be BELOW $170,177
→ 95% chance Bitcoin will be BELOW $254,136
→ 99% chance Bitcoin will be BELOW $337,127
================================================================================
→ VaR (5%): $65,599 (-37.3%)
→ VaR (1%): $48,661 (-53.5%)
==================== FAT TAILS MODEL (STUDENT-T) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.2% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-8,500
→ 95% chance Bitcoin will be ABOVE $43,304
→ 75% chance Bitcoin will be ABOVE $83,761
→ Median value in 90 days $114,294
→ 75% chance Bitcoin will be BELOW $153,285
→ 95% chance Bitcoin will be BELOW $237,396
→ 99% chance Bitcoin will be BELOW $336,947
================================================================================
→ VaR (5%): $43,304 (-58.6%)
→ VaR (1%): $-8,500 (-108.1%)
==================== EMPIRICAL MODEL (HISTORICAL BOOTSTRAP) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Historical Bootstrap
================================================================================
Median outcome: +23.9% change
Risk/Reward ratio: 3.7:1
→ 99% chance Bitcoin will be ABOVE $47,000
→ 95% chance Bitcoin will be ABOVE $64,957
→ 75% chance Bitcoin will be ABOVE $99,034
→ Median value in 90 days $129,690
→ 75% chance Bitcoin will be BELOW $169,214
→ 95% chance Bitcoin will be BELOW $250,714
→ 99% chance Bitcoin will be BELOW $323,965
================================================================================
→ VaR (5%): $64,957 (-37.9%)
→ VaR (1%): $47,000 (-55.1%)
==================== HYBRID MODEL (BOOTSTRAP + EXTREMES) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +20.7% change
Risk/Reward ratio: 2.9:1
→ 99% chance Bitcoin will be ABOVE $18,960
→ 95% chance Bitcoin will be ABOVE $52,326
→ 75% chance Bitcoin will be ABOVE $93,411
→ Median value in 90 days $126,311
→ 75% chance Bitcoin will be BELOW $168,628
→ 95% chance Bitcoin will be BELOW $258,713
→ 99% chance Bitcoin will be BELOW $359,886
================================================================================
→ VaR (5%): $52,326 (-50.0%)
→ VaR (1%): $18,960 (-81.9%)
==================== STANDARD GBM (NORMAL DISTRIBUTION) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Standard GBM (Normal)
================================================================================
Median outcome: +23.0% change
Risk/Reward ratio: 3.8:1
→ 99% chance Bitcoin will be ABOVE $48,661
→ 95% chance Bitcoin will be ABOVE $65,599
→ 75% chance Bitcoin will be ABOVE $97,884
→ Median value in 90 days $128,685
→ 75% chance Bitcoin will be BELOW $170,177
→ 95% chance Bitcoin will be BELOW $254,136
→ 99% chance Bitcoin will be BELOW $337,127
================================================================================
→ VaR (5%): $65,599 (-37.3%)
→ VaR (1%): $48,661 (-53.5%)
==================== FAT TAILS MODEL (STUDENT-T) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.2% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-8,500
→ 95% chance Bitcoin will be ABOVE $43,304
→ 75% chance Bitcoin will be ABOVE $83,761
→ Median value in 90 days $114,294
→ 75% chance Bitcoin will be BELOW $153,285
→ 95% chance Bitcoin will be BELOW $237,396
→ 99% chance Bitcoin will be BELOW $336,947
================================================================================
→ VaR (5%): $43,304 (-58.6%)
→ VaR (1%): $-8,500 (-108.1%)
==================== EMPIRICAL MODEL (HISTORICAL BOOTSTRAP) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Historical Bootstrap
================================================================================
Median outcome: +23.9% change
Risk/Reward ratio: 3.7:1
→ 99% chance Bitcoin will be ABOVE $47,000
→ 95% chance Bitcoin will be ABOVE $64,957
→ 75% chance Bitcoin will be ABOVE $99,034
→ Median value in 90 days $129,690
→ 75% chance Bitcoin will be BELOW $169,214
→ 95% chance Bitcoin will be BELOW $250,714
→ 99% chance Bitcoin will be BELOW $323,965
================================================================================
→ VaR (5%): $64,957 (-37.9%)
→ VaR (1%): $47,000 (-55.1%)
==================== HYBRID MODEL (BOOTSTRAP + EXTREMES) ====================
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +20.7% change
Risk/Reward ratio: 2.9:1
→ 99% chance Bitcoin will be ABOVE $18,960
→ 95% chance Bitcoin will be ABOVE $52,326
→ 75% chance Bitcoin will be ABOVE $93,411
→ Median value in 90 days $126,311
→ 75% chance Bitcoin will be BELOW $168,628
→ 95% chance Bitcoin will be BELOW $258,713
→ 99% chance Bitcoin will be BELOW $359,886
================================================================================
→ VaR (5%): $52,326 (-50.0%)
→ VaR (1%): $18,960 (-81.9%)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +23.0% 3.8:1 $48,661 $65,599 $97,884 $128,685 $170,177 $254,136 $337,127
Fat Tails (Student-t) +9.2% 2.2:1 $-8,500 $43,304 $83,761 $114,294 $153,285 $237,396 $336,947
Skewed Normal +27.1% 4.3:1 $57,808 $73,678 $104,014 $132,953 $168,600 $237,076 $299,348
Historical Bootstrap +23.9% 3.7:1 $47,000 $64,957 $99,034 $129,690 $169,214 $250,714 $323,965
Mixed (Bootstrap + Extremes) +20.7% 2.9:1 $18,960 $52,326 $93,411 $126,311 $168,628 $258,713 $359,886
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.8% 3.4:1 $32,786 $59,973 $95,621 $126,386 $165,981 $247,607 $331,455
MEDIAN ACROSS METHODS +23.0% 3.7:1 $47,000 $64,957 $97,884 $128,685 $168,628 $250,714 $336,947
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.8%
• Target Price: $126,386
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $59,973 to $247,607
• Extreme Downside (5% chance): Below $59,973 (-42.7%)
• Extreme Upside (5% chance): Above $247,607 (+136.6%)
• 📈 Probability of Profit: 67.9% chance of making money
• 📉 Probability of Loss: 32.1% chance of losing money
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features... 🎯 CURRENT FEATURES ANALYSIS: Days since ATH: 9 % from ATH: -6.55% RSI-14: 51.8 🔍 Finding similar periods... ✅ Found 6 diverse periods 📊 Analyzing top 3 most similar periods 🏆 TOP 3 SIMILAR PERIODS (NON-OVERLAPPING CHARTS) ================================================================================ #1 MATCH (Score: 0.998) - 28 features 📅 Period: 2024-09-05 00:00:00 to 2024-11-04 00:00:00 🔍 Current Signal Date: 2025-05-31 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 9.0 | Then 235.0 | Diff -226.0 % from ATH : Now -6.5 | Then -8.1 | Diff +1.5 30d return : Now 11.2 | Then 5.9 | Diff +5.3 RSI-14 : Now 51.8 | Then 51.3 | Diff +0.5 📈 What happened next: 5d : +13.1% 10d: +28.8% 20d: +44.5% 30d: +45.6% 60d: +44.7% 90d: +44.0%
└─ Non-overlapping chart created for Match #1 ──────────────────────────────────────────────────────────────────────────────── #2 MATCH (Score: 0.997) - 28 features 📅 Period: 2021-07-18 00:00:00 to 2021-09-16 00:00:00 🔍 Current Signal Date: 2025-05-31 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 9.0 | Then 155.0 | Diff -146.0 % from ATH : Now -6.5 | Then -26.4 | Diff +19.9 30d return : Now 11.2 | Then 20.9 | Diff -9.6 RSI-14 : Now 51.8 | Then 52.4 | Diff -0.6 📈 What happened next: 5d : -15.0% 10d: -9.5% 20d: +15.9% 30d: +27.4% 60d: +33.2% 90d: +2.3%
└─ Non-overlapping chart created for Match #2 ──────────────────────────────────────────────────────────────────────────────── #3 MATCH (Score: 0.996) - 28 features 📅 Period: 2024-08-16 00:00:00 to 2024-10-15 00:00:00 🔍 Current Signal Date: 2025-05-31 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 9.0 | Then 215.0 | Diff -206.0 % from ATH : Now -6.5 | Then -9.1 | Diff +2.6 30d return : Now 11.2 | Then 0.6 | Diff +10.7 RSI-14 : Now 51.8 | Then 66.3 | Diff -14.5 📈 What happened next: 5d : +2.9% 10d: -0.7% 20d: +1.1% 30d: +30.2% 60d: +51.2% 90d: +40.9%
└─ Non-overlapping chart created for Match #3
Applying clustering filter with 10-day window... Filtered from 167 to 14 periods Found 5 periods with correlation >= 0.7 Top correlated periods: 1. 2022-09-14 to 2023-02-11 (Year: 2022, Correlation: 0.8590) Extended to: 2023-08-10 (+180 days) 2. 2023-06-20 to 2023-11-17 (Year: 2023, Correlation: 0.8433) Extended to: 2024-05-15 (+180 days) 3. 2013-05-01 to 2013-09-28 (Year: 2013, Correlation: 0.8238) Extended to: 2014-03-27 (+180 days) 4. 2015-06-22 to 2015-11-19 (Year: 2015, Correlation: 0.8058) Extended to: 2016-05-17 (+180 days) 5. 2019-09-26 to 2020-02-23 (Year: 2019, Correlation: 0.7967) Extended to: 2020-08-21 (+180 days)
Detailed correlation results: start_date end_date correlation year period_length extended_length 0 2022-09-14 2023-02-11 0.859010 2022 151 331 1 2023-06-20 2023-11-17 0.843288 2023 151 331 2 2013-05-01 2013-09-28 0.823780 2013 151 331 3 2015-06-22 2015-11-19 0.805833 2015 151 331 4 2019-09-26 2020-02-23 0.796694 2019 151 331 Best match details: Period: 2022-09-14 to 2023-02-11 Correlation: 0.8590
Conversion successful! Created: C:/Users/Chris/Python/format_csv.py Before update data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250601_172712 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv Before update data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-05-31 Number of rows: 5003 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250601_172712 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv ✅ Complete Bitcoin analysis completed successfully!
FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 8.39% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 1, 2, 3 Total similar periods found: 9 ================================================================================ Forward Returns Summary: -------------------------------------------------------------------------------- Window Count Median Mean Min Max % Positive -------------------------------------------------------------------------------- 7 days 9 6.86% 6.99% -14.13% 29.69% 77.8% 14 days 9 17.07% 16.86% -13.61% 39.42% 88.9% 30 days 9 32.19% 24.78% -44.15% 56.20% 77.8% 90 days 9 69.53% 92.78% -17.08% 324.38% 88.9% 180 days 9 310.55% 325.40% -0.62% 788.20% 88.9% 365 days 9 277.17% 286.79% -40.18% 592.43% 88.9% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-08-03 2021-11-01 59.58% Year1 3 2021-02-04 2021-05-05 55.45% Year1 1 2017-07-28 2017-10-26 112.10% Year1 3 2017-07-24 2017-10-22 116.27% Year1 3 2017-04-16 2017-07-15 69.53% Year1 2 ================================================================================
FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 10.99% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 1, 2, 3 Total similar periods found: 3 ================================================================================ Forward Returns Summary: -------------------------------------------------------------------------------- Window Count Median Mean Min Max % Positive -------------------------------------------------------------------------------- 7 days 3 5.63% 6.68% 3.17% 11.24% 100.0% 14 days 3 2.78% 4.50% 1.37% 9.35% 100.0% 30 days 3 26.15% 18.80% -1.06% 31.31% 66.7% 90 days 3 137.46% 360.04% 118.77% 823.89% 100.0% 180 days 3 292.34% 339.95% 277.90% 449.62% 100.0% 365 days 3 547.35% 461.70% 289.92% 547.84% 100.0% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2017-04-03 2017-07-02 118.77% Year1 2 2017-03-31 2017-06-29 137.46% Year1 1 2013-09-05 2013-12-04 823.89% Year1 3 ================================================================================
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns in 2024-2025 ===== Total recovery points found: 2 ----- Average Statistics ----- Average Drawdown: 32.4% Average Forward Returns: 7 days: -2.9% (Win rate: 50.0%) 14 days: 0.7% (Win rate: 50.0%) 30 days: 3.6% (Win rate: 50.0%) 60 days: 0.8% (Win rate: 100.0%) 90 days: 22.6% (Win rate: 100.0%) 180 days: 58.5% (Win rate: 100.0%)
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns Cycle Year(s): Year1 ===== Total recovery points found: 14 Showing 3 out of 14 recovery points (sorted by drawdown size) Recovery Point #1 (sorted by drawdown size): Date: 2013-10-18 00:00:00 Year: 2013 | Cycle_year: Year1 | Quarter: 4 | Month: October Price at recovery: $152.89 Previous peak (high): $259.34 Drawdown low: $45.00 Drawdown amount: $214.34 (82.6%) Recovery amount: $107.89 (50.3%) Forward Returns: 7d: 22.0% | 14d: 32.2% | 30d: 212.2% | 60d: 341.5% | 90d: 444.1% | 180d: 660.2% Recovery Point #2 (sorted by drawdown size): Date: 2017-01-01 00:00:00 Year: 2017 | Cycle_year: Year1 | Quarter: 1 | Month: January Price at recovery: $997.75 Previous peak (high): $1163.00 Drawdown low: $382.21 Drawdown amount: $780.79 (67.1%) Recovery amount: $615.54 (78.8%) Forward Returns: 7d: -8.8% | 14d: -17.6% | 30d: -3.4% | 60d: 26.0% | 90d: 8.6% | 180d: 147.1% Recovery Point #3 (sorted by drawdown size): Date: 2021-08-13 00:00:00 Year: 2021 | Cycle_year: Year1 | Quarter: 3 | Month: August Price at recovery: $47860.58 Previous peak (high): $64895.22 Drawdown low: $28600.00 Drawdown amount: $36295.22 (55.9%) Recovery amount: $19260.58 (53.1%) Forward Returns: 7d: 3.1% | 14d: 2.6% | 30d: -3.8% | 60d: 17.0% | 90d: 35.4% | 180d: 101.6% ----- Average Statistics ----- Average Drawdown: 43.6% Average Forward Returns: 7 days: 13.0% (Win rate: 64.3%) 14 days: 25.3% (Win rate: 71.4%) 30 days: 57.4% (Win rate: 71.4%) 60 days: 91.7% (Win rate: 92.3%) 90 days: 135.9% (Win rate: 100.0%) 180 days: 364.6% (Win rate: 100.0%)
🎯 COMPLETE ANALYSIS FOR Year1
============================================================
🔄 Calculating days since 20-day highs/lows...
📊 CURRENT STATUS (20-DAY WINDOW):
Days since 20-day high: 9
Days since 20-day low: 19
20-day high: $111970.17
20-day low: $100764.00
Current close: $104638.09
Current cycle year: Year1
Current month: May
Current quarter: Q2
------------------------------------------------------------
🧪 HISTORICAL TESTING - 20-DAY WINDOW:
============================================================
🔴 Testing: Days since 20-day HIGH = 9
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,003 → 1,246 (24.9%)
==================================================
=== Historical Analysis: days_since_20d_high = 9 (Filtered: Year: Year1) ===
Total occurrences: 36
Date range: 2013-03-15 00:00:00 to 2025-05-31 00:00:00
Cycle Year breakdown: {'Year1': np.int64(36)}
Quarter breakdown: {1: np.int64(10), 2: np.int64(10), 3: np.int64(10), 4: np.int64(6)}
Month breakdown: {'March': np.int64(5), 'September': np.int64(5), 'January': np.int64(4), 'June': np.int64(4), 'May': np.int64(3), 'April': np.int64(3), 'July': np.int64(3), 'August': np.int64(2), 'October': np.int64(2), 'November': np.int64(2), 'December': np.int64(2), 'February': np.int64(1)}
--- 1-Day Forward Returns ---
Average return: 0.67%
Median return: 0.76%
Win rate: 60.0%
Best return: 10.50%
Worst return: -8.81%
Standard deviation: 4.06%
68% of returns fall between: -3.39% to 4.73%
--- 5-Day Forward Returns ---
Average return: 3.72%
Median return: 3.63%
Win rate: 60.0%
Best return: 42.05%
Worst return: -15.00%
Standard deviation: 12.38%
68% of returns fall between: -8.66% to 16.10%
--- 10-Day Forward Returns ---
Average return: 6.84%
Median return: 2.60%
Win rate: 62.9%
Best return: 73.27%
Worst return: -23.99%
Standard deviation: 19.33%
68% of returns fall between: -12.49% to 26.17%
--- 20-Day Forward Returns ---
Average return: 18.91%
Median return: 5.67%
Win rate: 57.1%
Best return: 290.41%
Worst return: -19.10%
Standard deviation: 59.63%
68% of returns fall between: -40.72% to 78.54%
🟢 Testing: Days since 20-day LOW = 19
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,003 → 1,246 (24.9%)
==================================================
=== Historical Analysis: days_since_20d_low = 19 (Filtered: Year: Year1) ===
Total occurrences: 336
Date range: 2013-01-06 00:00:00 to 2025-05-31 00:00:00
Cycle Year breakdown: {'Year1': np.int64(336)}
Quarter breakdown: {1: np.int64(108), 2: np.int64(81), 3: np.int64(63), 4: np.int64(84)}
Month breakdown: {'February': np.int64(52), 'May': np.int64(43), 'August': np.int64(41), 'October': np.int64(38), 'January': np.int64(31), 'April': np.int64(27), 'November': np.int64(26), 'March': np.int64(25), 'December': np.int64(20), 'September': np.int64(14), 'June': np.int64(11), 'July': np.int64(8)}
--- 1-Day Forward Returns ---
Average return: 1.64%
Median return: 1.16%
Win rate: 63.6%
Best return: 20.20%
Worst return: -19.88%
Standard deviation: 4.85%
68% of returns fall between: -3.21% to 6.49%
--- 5-Day Forward Returns ---
Average return: 6.52%
Median return: 4.62%
Win rate: 69.2%
Best return: 70.02%
Worst return: -40.85%
Standard deviation: 14.71%
68% of returns fall between: -8.19% to 21.23%
--- 10-Day Forward Returns ---
Average return: 12.25%
Median return: 7.33%
Win rate: 69.9%
Best return: 125.32%
Worst return: -51.71%
Standard deviation: 25.49%
68% of returns fall between: -13.24% to 37.74%
--- 20-Day Forward Returns ---
Average return: 28.69%
Median return: 12.45%
Win rate: 75.4%
Best return: 295.00%
Worst return: -45.64%
Standard deviation: 54.32%
68% of returns fall between: -25.63% to 83.01%
📊 SUMMARY COMPARISON TABLE (20-DAY WINDOW - Year: Year1):
================================================================================
Signal Type Occurrences 1D Avg 5D Avg 10D Avg 20D Avg 1D Win% 5D Win% 10D Win% 20D Win%
--------------------------------------------------------------------------------------------------------------
Days Since 20D High = 9 36 0.7% 3.7% 6.8% 18.9% 60% 60% 63% 57%
Days Since 20D Low = 19 336 1.6% 6.5% 12.2% 28.7% 64% 69% 70% 75%
================================================================================
⚡ QUICK INSIGHTS (20-DAY WINDOW - Year: Year1):
📈 20D High Signal (9d): 20-day avg 18.9% | Best: 290% | Worst: -19%
└─ 68% of returns fall between: -40.7% to +78.5% (±1 std dev)
📉 20D Low Signal (19d): 20-day avg 28.7% | Best: 295% | Worst: -46%
└─ 68% of returns fall between: -25.6% to +83.0% (±1 std dev)
================================================================================
📈 Creating original visualizations...
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,003 → 1,246 (24.9%)
==================================================
📈 CREATING INDIVIDUAL YEAR CHARTS FOR Year1: ============================================================ 🔴 High Signal Charts (20D High = 9 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]
🟢 Low Signal Charts (20D Low = 19 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]
Bitcoin performance after first all time high in 30 days (Year1)
================================================================
Date Bitcoin Close High Price Cycle Year Week Month 3 Month 6 Month Year
01/21/2013 16.52 16.98 Year1 13.01 81.60 619.19 414.77 4893.28
02/20/2013 30.00 30.07 Year1 4.37 133.00 291.67 242.83 1772.87
03/25/2013 75.11 80.00 Year1 39.40 98.38 33.68 64.28 677.22
11/06/2013 263.24 265.00 Year1 49.48 207.71 205.04 64.49 32.95
02/23/2017 1,188.11 1,193.92 Year1 5.80 -19.53 103.71 243.82 755.65
04/30/2017 1,350.21 1,356.00 Year1 15.09 63.20 98.53 327.48 584.50
06/06/2017 2,880.74 2,933.00 Year1 -6.17 -9.73 48.47 290.52 165.85
08/05/2017 3,263.62 3,339.66 Year1 18.12 31.05 118.98 175.74 115.48
10/12/2017 5,445.00 5,445.00 Year1 4.66 16.71 173.46 25.54 13.59
11/16/2017 7,846.96 7,976.79 Year1 1.81 144.53 20.95 8.00 -29.80
12/16/2017 19,187.78 19,377.00 Year1 -23.81 -29.08 -56.96 -65.36 -83.36
01/01/2021 29,402.64 29,700.00 Year1 38.31 12.72 99.74 19.16 62.49
02/08/2021 46,416.45 46,712.12 Year1 3.29 20.33 25.61 -3.89 -5.01
03/13/2021 61,165.19 61,781.83 Year1 -4.95 -2.18 -38.95 -24.15 -38.22
04/13/2021 63,564.48 63,769.00 Year1 -11.11 -21.82 -47.92 -13.92 -35.27
10/20/2021 65,990.31 67,016.50 Year1 -11.40 -11.91 -35.78 -38.15 -71.14
01/20/2025 102,141.00 109,356.00 Year1 -0.05 -5.38 -16.59 2.44 2.44
05/21/2025 109,682.00 110,730.00 Year1 -1.71 -4.60 -4.60 -4.60 -4.60
Average 7.45 39.17 91.01 96.06 489.38
Median 3.83 14.71 41.08 22.35 23.27
% Positive 61.1 55.6 66.7 66.7 61.1
Found 155 total ATHs to analyze
Analyzing 14-day pause ATHs...
Found 14 ATHs with 14-day pause
Bitcoin Forward Returns FROM Pause End - 14 day pauses (Year1)
==============================================================
ATH Date ATH Days End Date End Price Decline Cycle 1W 1W DD 1W Max 2W 2W DD 2W Max 1M 1M DD 1M Max 2M 2M DD 2M Max 3M 3M DD 3M Max 6M 6M DD 6M Max 1Y 1Y DD 1Y Max
04/10/2013 162.00 14 04/24/2013 149.00 -8.02 Year1 -21.64 -29.60 14.28 -24.05 -45.30 14.28 -13.62 -45.30 14.28 -32.61 -45.30 14.28 -41.62 -57.72 14.28 20.89 -57.72 22.10 237.05 -57.72 680.54
11/30/2013 1,119.80 14 12/14/2013 854.99 -23.65 Year1 -30.18 -55.30 1.75 -16.37 -55.30 1.75 -3.74 -55.30 16.38 -23.66 -55.30 16.38 -26.27 -55.30 16.38 -33.44 -60.26 16.38 -58.30 -67.84 16.38
03/10/2017 1,116.97 14 03/24/2017 929.06 -16.82 Year1 15.20 -4.06 16.35 28.16 -4.06 29.38 33.68 -4.06 34.79 143.71 -4.06 144.87 192.07 -4.06 220.75 317.03 -4.06 436.01 819.96 -4.06 2016.76
06/12/2017 2,667.06 14 06/26/2017 2,421.22 -9.22 Year1 5.34 -5.38 7.18 -4.04 -6.58 9.01 4.29 -24.42 21.34 79.91 -24.42 85.03 51.34 -24.42 105.68 503.79 -24.42 712.24 150.62 -24.42 712.24
09/02/2017 4,599.90 14 09/16/2017 3,678.93 -20.02 Year1 2.72 -5.87 12.06 17.59 -5.87 18.21 56.18 -5.87 58.92 98.26 -5.87 114.41 374.91 -5.87 387.48 124.66 -5.87 434.56 76.68 -5.87 434.56
12/17/2017 18,953.00 14 12/31/2017 13,880.00 -26.77 Year1 16.17 -7.77 24.17 -1.67 -7.78 24.17 -28.16 -33.56 24.17 -21.45 -57.34 24.17 -50.08 -57.34 24.17 -55.30 -58.40 24.17 -73.39 -77.51 24.17
01/08/2021 40,667.07 14 01/22/2021 32,992.06 -18.87 Year1 3.81 -11.64 17.06 16.15 -11.64 17.45 74.26 -11.64 76.87 64.77 -11.64 87.26 56.66 -11.64 96.70 -2.59 -13.31 96.70 6.36 -13.31 109.14
02/21/2021 57,492.91 14 03/07/2021 50,967.30 -11.35 Year1 15.79 -3.24 21.22 12.59 -3.24 21.22 13.83 -3.24 21.22 10.75 -7.78 27.33 -30.28 -41.01 27.33 -1.85 -43.89 27.33 -25.41 -43.89 35.38
03/13/2021 61,165.19 14 03/27/2021 55,839.42 -8.71 Year1 2.19 -2.08 7.64 7.03 -2.08 9.64 -3.16 -15.82 16.22 -29.60 -46.16 16.22 -43.41 -48.78 16.22 -19.58 -48.78 16.22 -16.07 -48.78 23.57
04/14/2021 62,986.09 14 04/28/2021 54,901.97 -12.83 Year1 4.75 -4.59 7.46 -10.05 -11.61 8.56 -34.99 -45.24 8.56 -36.80 -47.91 8.56 -28.10 -47.91 8.56 14.93 -47.91 22.07 -27.59 -47.91 25.68
10/20/2021 65,990.31 14 11/03/2021 62,930.72 -4.64 Year1 3.16 -4.48 9.64 -4.06 -7.20 9.64 -14.60 -18.07 9.64 -24.76 -33.31 9.64 -38.45 -47.64 9.64 -38.79 -47.64 9.64 -67.89 -72.04 9.64
11/10/2021 64,921.43 14 11/24/2021 57,185.06 -11.92 Year1 0.12 -6.78 3.95 -11.61 -26.61 3.95 -11.09 -26.61 3.95 -36.53 -40.54 3.95 -33.08 -42.38 3.95 -49.14 -55.58 3.95 -70.99 -72.93 3.95
01/20/2025 102,141.00 14 02/03/2025 101,457.00 -0.67 Year1 -3.93 -6.63 0.32 -5.60 -7.26 0.32 -10.69 -22.93 0.32 -17.35 -24.50 0.32 -7.04 -26.63 0.32 3.14 -26.63 10.36 3.14 -26.63 10.36
Average -13.35 1.04 -11.34 11.01 0.31 -14.96 12.89 4.78 -24.00 23.59 13.43 -31.09 42.49 28.97 -36.21 71.65 60.29 -38.04 140.90 73.40 -43.30 315.57
Median -11.92 3.16 -5.87 9.64 -4.04 -7.26 9.64 -3.74 -22.93 16.38 -21.45 -33.31 16.38 -28.10 -42.38 16.38 -1.85 -47.64 22.10 -16.07 -47.91 25.68
% Positive 76.9 0.0 100.0 38.5 0.0 100.0 38.5 0.0 100.0 38.5 0.0 100.0 30.8 0.0 100.0 46.2 0.0 100.0 46.2 0.0 100.0
Breakdown by Pause Period:
14-day pause: 13 ATHs
Finished 2025-06-01 18:31:26.298772